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With the fast development of quantitative portfolio optimization in financial engineering, lots of AI-based algorithmic trading strategies have demonstrated promising results, among which reinforcement learning begins to manifest…

Mathematical Finance · Quantitative Finance 2023-03-10 Huifang Huang , Ting Gao , Pengbo Li , Jin Guo , Peng Zhang , Nan Du

Interactive adaptive systems powered by Reinforcement Learning (RL) have many potential applications, such as intelligent tutoring systems. In such systems there is typically an external human system designer that is creating, monitoring…

Artificial Intelligence · Computer Science 2020-04-06 Ramtin Keramati , Emma Brunskill

In the last decade, machine learning-based approaches became capable of performing a wide range of complex tasks sometimes better than humans, demanding a fraction of the time. Such an advance is partially due to the exponential growth in…

Machine learning is essentially the sciences of playing with data. An adaptive data selection strategy, enabling to dynamically choose different data at various training stages, can reach a more effective model in a more efficient way. In…

Machine Learning · Computer Science 2017-03-01 Yang Fan , Fei Tian , Tao Qin , Jiang Bian , Tie-Yan Liu

Optimization algorithms appear in the core calculations of numerous Artificial Intelligence (AI) and Machine Learning methods, as well as Engineering and Business applications. Following recent works on the theoretical deficiencies of AI, a…

Optimization and Control · Mathematics 2024-10-29 Nikolaos P. Bakas , Vagelis Plevris , Andreas Langousis , Savvas A. Chatzichristofis

Recent developments in deep learning techniques have motivated intensive research in machine learning-aided stock trading strategies. However, since the financial market has a highly non-stationary nature hindering the application of…

Portfolio Management · Quantitative Finance 2020-12-15 Kentaro Imajo , Kentaro Minami , Katsuya Ito , Kei Nakagawa

In this paper, we consider the inventory management (IM) problem where we need to make replenishment decisions for a large number of stock keeping units (SKUs) to balance their supply and demand. In our setting, the constraint on the shared…

Artificial Intelligence · Computer Science 2022-12-20 Yuandong Ding , Mingxiao Feng , Guozi Liu , Wei Jiang , Chuheng Zhang , Li Zhao , Lei Song , Houqiang Li , Yan Jin , Jiang Bian

Research in machine learning is making progress in fixing its own reproducibility crisis. Reinforcement learning (RL), in particular, faces its own set of unique challenges. Comparison of point estimates, and plots that show successful…

Machine Learning · Computer Science 2024-02-07 Ted Fujimoto , Joshua Suetterlein , Samrat Chatterjee , Auroop Ganguly

Random Forest is a machine learning method that offers many advantages, including the ability to easily measure variable importance. Class balancing technique is a well-known solution to deal with class imbalance problem. However, it has…

Machine Learning · Statistics 2023-12-19 Yunbi Nam , Sunwoo Han

Sparse decision trees are one of the most common forms of interpretable models. While recent advances have produced algorithms that fully optimize sparse decision trees for prediction, that work does not address policy design, because the…

Machine Learning · Computer Science 2022-10-27 Ali Behrouz , Mathias Lecuyer , Cynthia Rudin , Margo Seltzer

Warehouse Management Systems have been evolving and improving thanks to new Data Intelligence techniques. However, many current optimizations have been applied to specific cases or are in great need of manual interaction. Here is where…

Machine Learning · Computer Science 2022-07-22 Julen Cestero , Marco Quartulli , Alberto Maria Metelli , Marcello Restelli

Inventory management is considered to be an important field in Supply Chain Management because the cost of inventories in a supply chain accounts for about 30 percent of the value of the product. The service provided to the customer…

Neural and Evolutionary Computing · Computer Science 2010-02-11 S. Narmadha , Dr. V. Selladurai , G. Sathish

In this paper, we study the offline sequential feature-based pricing and inventory control problem where the current demand depends on the past demand levels and any demand exceeding the available inventory is lost. Our goal is to leverage…

Machine Learning · Statistics 2026-03-12 Korel Gundem , Zhengling Qi

A control model is typically classified into three forms: conceptual, mathematical and simulation (computer). This paper analyzes a conceptual modeling application with respect to an inventory management system. Today, most organizations…

Software Engineering · Computer Science 2018-12-04 Sabah Al-Fedaghi , Nourah Al-Huwais

The supermarket model refers to a system with a large number of queues, where new customers choose d queues at random and join the one with the fewest customers. This model demonstrates the power of even small amounts of choice, as compared…

Performance · Computer Science 2022-02-18 Michael Mitzenmacher , Matteo Dell'Amico

This paper illustrates the central role of loss functions in data-driven decision making, providing a comprehensive survey on their influence in cost-sensitive classification (CSC) and reinforcement learning (RL). We demonstrate how…

Machine Learning · Statistics 2025-04-07 Kaiwen Wang , Nathan Kallus , Wen Sun

Warehouse automation plays a pivotal role in enhancing operational efficiency, minimizing costs, and improving resilience to workforce variability. While prior research has demonstrated the potential of machine learning (ML) models to…

Robotics · Computer Science 2025-06-12 Shuai Li , Azarakhsh Keipour , Sicong Zhao , Srinath Rajagopalan , Charles Swan , Kostas E. Bekris

Nowadays, the environments of smart systems for Industry 4.0 and Internet of Things (IoT) are experiencing fast industrial upgrading. Big data technologies such as design making, event detection, and classification are developed to help…

Artificial Intelligence · Computer Science 2022-06-10 Qi Lin , Wensheng Gan , Yongdong Wu , Jiahui Chen , Chien-Ming Chen

High-frequency trading (HFT) represents a pivotal and intensely competitive domain within the financial markets. The velocity and accuracy of data processing exert a direct influence on profitability, underscoring the significance of this…

Machine Learning · Computer Science 2024-12-03 Yuxin Fan , Zhuohuan Hu , Lei Fu , Yu Cheng , Liyang Wang , Yuxiang Wang

This paper presents a novel approach to optimizing pricing and replenishment strategies in fresh food supermarkets by combining Long Short-Term Memory (LSTM) networks with Particle Swarm Optimization (PSO). The LSTM model, enhanced with an…

Machine Learning · Computer Science 2025-09-17 Xianchen Liu , Tianhui Zhang , Xinyu Zhang , Lingmin Hou , Zhen Guo , Yuanhao Tian , Yang Liu
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